On Parametric Linear and Quadratic Programming Problems.

Abstract

An algorithm is described for determining the optimal solution of parametric linear and quadratic programming problems as an explicit piecewise linear function of the parameter. Each linear function is uniquely determined by an appropriate subset of active constraints. For every critical value of the parameter a new subset has to be determined. A simple rule is given for adding and deleting constraints from this subset. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1981
Accession Number
ADA100602

Entities

People

  • Klaus Ritter

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computations
  • Computer Programming
  • Contracts
  • Equations
  • Evolutionary Algorithms
  • Heuristic Methods
  • Inequalities
  • Iterations
  • Linear Programming
  • Linear Systems
  • Mathematics
  • North Carolina
  • Quadratic Programming
  • Simplex Method
  • United States

Fields of Study

  • Mathematics

Readers

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